+486.6%
COR vs ACGL
+332.0%
+154.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.5% |
| 7D | +2.4% | +1.3% | +1.2% | +1.9% |
| 30D | +7.7% | +14.2% | -6.5% | +2.3% |
| 3M | +7.5% | +11.1% | -3.6% | +3.2% |
| 6M | +34.1% | +16.4% | +17.8% | +26.5% |
| YTD | +3.9% | +13.8% | -9.9% | -1.9% |
| 1Y | -3.6% | +21.6% | -25.2% | -11.4% |
| 3Y | +80.5% | +33.5% | +47.0% | +55.8% |
| 5Y | +194.9% | +174.8% | +20.0% | +78.7% |
| 10Y | +486.6% | +330.4% | +156.3% | +199.1% |
| All | +486.6% | +332.0% | +154.6% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling